Trading & Investment In Banking MÁSTER UNIVERSITARIO EN BANCA Y FINANZAS (Finance & Banking) Universidad de Alcalá Curso Académico 2015/16
GUÍA DOCENTE Nombre de la asignatura: Trading & Investment In Banking Código: 201565 Titulación en la que se imparte: MÁSTER UNIVERSITARIO EN BANCA Y FINANZAS (Finance & Banking) Departamento y Área de Conocimiento: CC de la Computación Carácter: Presencial Créditos ECTS: 3 Curso y cuatrimestre: 1º Profesorado: Dr. Jose Ignacio Olmeda Martos Profesor Titular UAH Horario de Tutoría: Idioma en el que se imparte: 16:30 17:30 h Inglés 1. PRESENTACIÓN This course focuses on the dynamics of Financial Markets from the view point of the market agents traders and investors. It begins with an introduction of the financial market scene. The students will be faced with real-life events and they will be able to put to work the tools acquired throughout the other courses included in this programme. The course includes a thorough introduction to the technical analysis tools which, together with the traditional analysis tools will be applied to the market model through practical work. Emphasis is placed on decision-making in real market scenarios. Prerrequisitos y Recomendaciones (si es pertinente) 2. COMPETENCIAS Competencias genéricas: 1. The aim of this course is to enable the student to put to work in a combined fashion previously acquired knowledge regarding market instruments bonds, stocks, currencies and derivatives, position taking and management, etc. In 2
short, the objective of the course is to make the pieces fit together in a coherent and practical way. 3. CONTENIDOS Bloques de contenido (se pueden especificar los temas si se considera necesario) Total de clases, créditos u horas Presentation of the course. Dynamics of financial markets. What moves the markets and how agents react to those elements. 4 h Introduction to Technical Analysis: Chartism and Indicators. Practice analyzing charts. 4 h Technical Analysis tools: Elliott Wave and Candlesticks techniques. Practice analyzing charts. Introduction to Market Model. 4 h Implementation of Market Model 4 h Implementation of Market Model 4 h Implementation of Market Model 4 h Cronograma (Optativo) Semana / Sesión 01ª Presentation of the course Contenido Dynamics of financial markets. What moves the markets and how agents react to those elements. 02ª Introduction to Technical Analysis: Chartism and Indicators. Practice analyzing charts. Technical Analysis: Introduction, http://www.investopedia.com/university/technical/ Fundamental Analysis 3
http://www.investopedia.com/terms/f/fundamentalanalysis.asp 03ª 04ª 05ª 06ª Technical Analysis tools: Elliott Wave and Candlesticks techniques. Practice analyzing charts. Introduction to Market Model. "Market Timing with Candlestick Technical Analysis" (April 16, 2007). Available at SSRN: http://ssrn.com/abstract=980583 Implementation of Market Model Read and analyze market research materials and charts distributed the previous session. The students will come to class with their investment/trading recommendations and should be ready to explain the reasons for the decisions taken. Implementation of Market Model Read and analyze market research materials and charts distributed the previous session. The students will come to class with their investment/trading recommendations and should be ready to explain the reasons for the decisions taken. Implementation of Market Model Read and analyze market research materials and charts distributed the previous session. The students will come to class with their 4. METODOLOGÍAS DE ENSEÑANZA-APRENDIZAJE.-ACTIVIDADES FORMATIVAS 4.1. Distribución de créditos (especificar en horas) Número de horas presenciales: 24 Número de horas del trabajo propio del estudiante: 51 Total horas 75 4.2. Estrategias metodológicas, materiales y recursos didácticos The first part of the course will entail in lectures with practical aspects in the same session and the second part of the course will be devoted entirely to implementing a market model. This extremely practical 4
approach is aimed at familiarizing the student with the situations they are likely to face when involved with real-life financial markets. In ALL the cases, readings and analysis are mandatory BEFORE the class so as to have an efficient interactive dialogue among the group. 5. EVALUACIÓN: Procedimientos, criterios de evaluación y de calificación 1 1. Attendance: 5% 2. Participation: Case Studies, analysis. a. Individual: 30% b. Group: 25% 3. Final Exam: 40% ATTENDANCE Essential. All absences must be notified. Only justified absences will be considered. Reasons for absence must be duly documented as all absences regarding health etc. must be authorised by the Professor so that the coordinator can account for the absence with an authorised report from the Professor. Non-justified absence during one session will result in the loss of 0.2 points out of 0.5. Non-justified absence during two sessions will result in the loss of 0.4 points out of 0.5. Non-justified absence during three or four sessions will result in the loss of 0.5 points out of 0.5.. 6. BIBLIOGRAFÍA Bibliografía Básica 1 Es importante señalar los procedimientos de evaluación: por ejemplo evaluación continua, final, autoevaluación, co-evaluación. Instrumentos y evidencias: trabajos, actividades. Criterios o indicadores que se van a valorar en relación a las competencias: dominio de conocimientos conceptuales, aplicación, transferencia conocimientos. Para el sistema de calificación hay que recordar la Normativa del Consejo de Gobierno del 16 de Julio de 2009: la calificación de la evaluación continua representará, al menos, el 60%. Se puede elevar este % en la guía. 5
Bibliografía Complementaria (optativo) 6